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Day: July 22, 2020

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7/22/20 Still xCF, Table Correction

July 22, 2020 Josef Friedman

The previous post had 2019 2nd quarter numbers. Sorry for the error. Was wondering why I didn't play close to open yesterday looking at the earlier table.

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Commentary

7/22/20 Probable xCF

July 22, 2020July 22, 2020 Josef Friedman

SPY will have to do something relatively positive today to maintain xFF. The table below shows action since April with xFF and xCF. Note the variability in xFF sACC, LABU and TNA are negative and CH vs CL for them is negative. However, for the other guys, CL is almost trivially low. These are remarkably… Continue reading 7/22/20 Probable xCF

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